| Publication | Date of Publication | Type |
|---|
| Continuous-parameter time series | 2024-08-13 | Paper |
| Aspects of non‐causal and non‐invertible CARMA processes | 2021-11-25 | Paper |
| Sampling, Embedding and Inference for CARMA Processes | 2019-06-17 | Paper |
| Continuous Auto-Regressive Moving Average Random Fields on Rn | 2019-05-09 | Paper |
| Introduction to Time Series and Forecasting | 2016-09-22 | Paper |
| CARMA processes as solutions of integral equations | 2015-12-23 | Paper |
| Prediction of Lévy-driven CARMA processes | 2015-10-30 | Paper |
| High-frequency sampling of a continuous-time ARMA process | 2014-11-20 | Paper |
| Recent results in the theory and applications of CARMA processes | 2014-09-26 | Paper |
| Bootstrapping continuous-time autoregressive processes | 2014-02-17 | Paper |
| Integration of CARMA processes and spot volatility modelling | 2013-10-09 | Paper |
| High-frequency sampling and kernel estimation for continuous-time moving average processes | 2013-10-09 | Paper |
| References | 2013-04-03 | Paper |
| Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations | 2013-03-12 | Paper |
| Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise | 2012-12-27 | Paper |
| Estimation for Non-Negative Lévy-Driven CARMA Processes | 2011-04-13 | Paper |
| Strictly stationary solutions of autoregressive moving average equations | 2010-09-22 | Paper |
| CARMA\((p,q)\) generalized random processes | 2010-09-20 | Paper |
| Lévy–Driven Continuous–Time ARMA Processes | 2009-11-27 | Paper |
| An Overview of Asset–Price Models | 2009-11-27 | Paper |
| Existence and uniqueness of stationary Lévy-driven CARMA processes | 2009-07-29 | Paper |
| Time series: Theory and methods | 2009-05-26 | Paper |
| Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series | 2008-06-18 | Paper |
| Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes | 2008-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434010 | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434007 | 2008-01-09 | Paper |
| Continuous-time GARCH processes | 2007-08-08 | Paper |
| Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes | 2006-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5312869 | 2005-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660423 | 2005-03-21 | Paper |
| Representations of continuous-time ARMA processes | 2004-10-25 | Paper |
| Asymptotic properties of some subset vector autoregressive process estimators | 2004-10-01 | Paper |
| Generalized Levinson--Durbin and Burg algorithms. | 2004-01-26 | Paper |
| Continuous-time ARMA processes | 2003-06-09 | Paper |
| Introduction to Time Series and Forecasting | 2002-05-23 | Paper |
| Lévy-driven CARMA processes | 2002-04-11 | Paper |
| An asymptotic test for separability of a spatial autoregressive model | 2000-06-13 | Paper |
| A Class of Non-Embeddable ARMA Processes | 2000-03-01 | Paper |
| ESTIMATION OF THE COEFFICIENTS OF A MULTIVARIATE LINEAR FILTER USING THE INNOVATIONS ALGORITHM | 1999-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4894941 | 1999-02-22 | Paper |
| Linear prediction for a class of multivariate stable processes | 1998-09-14 | Paper |
| On the Existence and Application of Continuous-Time Threshold Autoregressions of Order Two | 1998-02-18 | Paper |
| Continuous-time threshold AR(1) processes | 1997-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718452 | 1996-12-05 | Paper |
| Order determination for multivariate autoregressive processes using resampling methods | 1996-08-05 | Paper |
| A NOTE ON THE EMBEDDING OF DISCRETE‐TIME ARMA PROCESSES | 1996-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839940 | 1995-11-12 | Paper |
| On the approximation of continuous time threshold ARMA processes | 1995-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840384 | 1995-07-24 | Paper |
| On permissible correlations for locally correlated stationary processes | 1995-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4306650 | 1994-09-20 | Paper |
| On continuous-time threshold ARMA processes | 1994-09-08 | Paper |
| On the control of an infinite capacity storage system | 1994-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694317 | 1993-06-29 | Paper |
| Estimating the noise parameters from observations of a linear process with stable innovations | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4023147 | 1993-01-23 | Paper |
| ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES | 1992-09-27 | Paper |
| Time series: theory and methods. | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999459 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3827448 | 1988-01-01 | Paper |
| Simple consistent estimation of the coefficients of a linear filter | 1988-01-01 | Paper |
| On the general bilinear time series model | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4733715 | 1988-01-01 | Paper |
| Time series: theory and methods | 1987-01-01 | Paper |
| The extinction time of a general birth and death process with catastrophes | 1986-01-01 | Paper |
| Linear prediction of ARMA processes with infinite variance | 1985-01-01 | Paper |
| The extinction time of a birth, death and catastrophe process and of a related diffusion model | 1985-01-01 | Paper |
| Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes | 1984-01-01 | Paper |
| Optimal replacement policies with continuously varying observable damage | 1984-01-01 | Paper |
| CATASTROPHE PROCESSES WITH CONTINUOUS STATE-SPACE1 | 1983-01-01 | Paper |
| Birth, immigration and catastrophe processes | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3953035 | 1982-01-01 | Paper |
| Storage processes with general release rule and additive inputs | 1982-01-01 | Paper |
| The control of a finite dam | 1982-01-01 | Paper |
| On Non-Normal Invariance Principles for Multi-Response Permutation Procedures | 1982-01-01 | Paper |
| Extreme values, range and weak convergence of integrals of Markov chains | 1982-01-01 | Paper |
| High-Efficiency Estimation for the Positive Stable Laws | 1981-01-01 | Paper |
| A note on estimation for gamma and stable processes | 1980-01-01 | Paper |
| Invariant imbedding and dams with Markovian input rate | 1980-01-01 | Paper |
| A stochastic model for a replicating population subjected to mass emigration due to population pressure | 1979-01-01 | Paper |
| ESTIMATION FOR THE POSITIVE STABLE LAWS, I | 1979-01-01 | Paper |
| Inference for gamma and stable processes | 1978-01-01 | Paper |
| Expansions for the positive stable laws | 1978-01-01 | Paper |
| Stationary distributions for dams with additive input and content-dependent release rate | 1977-01-01 | Paper |
| The minimum of an additive process with applications to signal estimation and storage theory | 1976-01-01 | Paper |
| Emptiness times of a dam with stable input and general release function | 1975-01-01 | Paper |
| Deviations from monotonicity of a Wiener process with drift | 1974-01-01 | Paper |
| On the spectrum of a class of matrices arising in storage theory | 1973-01-01 | Paper |
| A storage model in which the net growth-rate is a Markov chain | 1972-01-01 | Paper |
| A population process with Markovian progenies | 1970-01-01 | Paper |
| Stochastic population processes in the theory of radiative transfer | 1970-01-01 | Paper |
| Bounds for the Asymptotic Growth Rate of an Age-Dependent Branching Process | 1969-01-01 | Paper |
| The characterization of criticality for one-dimensional transport processes | 1968-01-01 | Paper |
| On the Number of Associative Triples in an Algebra of n Elements | 1967-01-01 | Paper |
| A stochastic population process and its application to bubble chamber measurements | 1966-01-01 | Paper |
| Exact solutions of one-dimensional scattering problems | 1964-01-01 | Paper |
| An asymptotic expansion for the tail of a binomial distribution and its application in queueing theory | 1964-01-01 | Paper |
| The transient behaviour of the queueing system Gi/M/1 | 1963-01-01 | Paper |
| The transient behaviour of a single server queue with batch arrivals | 1963-01-01 | Paper |
